ECBOT 30 Year Treasury Bond Future September 2008
| Trading Metrics calculated at close of trading on 29-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2008 |
29-May-2008 |
Change |
Change % |
Previous Week |
| Open |
114-25 |
113-28 |
-0-29 |
-0.8% |
115-15 |
| High |
114-31 |
113-30 |
-1-01 |
-0.9% |
116-15 |
| Low |
113-19 |
112-14 |
-1-05 |
-1.0% |
114-15 |
| Close |
113-27 |
113-00 |
-0-27 |
-0.7% |
115-30 |
| Range |
1-12 |
1-16 |
0-04 |
9.1% |
2-00 |
| ATR |
1-06 |
1-07 |
0-01 |
1.8% |
0-00 |
| Volume |
226,091 |
324,197 |
98,106 |
43.4% |
204,030 |
|
| Daily Pivots for day following 29-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-20 |
116-26 |
113-26 |
|
| R3 |
116-04 |
115-10 |
113-13 |
|
| R2 |
114-20 |
114-20 |
113-09 |
|
| R1 |
113-26 |
113-26 |
113-04 |
113-15 |
| PP |
113-04 |
113-04 |
113-04 |
112-30 |
| S1 |
112-10 |
112-10 |
112-28 |
111-31 |
| S2 |
111-20 |
111-20 |
112-23 |
|
| S3 |
110-04 |
110-26 |
112-19 |
|
| S4 |
108-20 |
109-10 |
112-06 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-20 |
120-25 |
117-01 |
|
| R3 |
119-20 |
118-25 |
116-16 |
|
| R2 |
117-20 |
117-20 |
116-10 |
|
| R1 |
116-25 |
116-25 |
116-04 |
117-06 |
| PP |
115-20 |
115-20 |
115-20 |
115-27 |
| S1 |
114-25 |
114-25 |
115-24 |
115-06 |
| S2 |
113-20 |
113-20 |
115-18 |
|
| S3 |
111-20 |
112-25 |
115-12 |
|
| S4 |
109-20 |
110-25 |
114-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-31 |
112-14 |
3-17 |
3.1% |
1-04 |
1.0% |
16% |
False |
True |
152,674 |
| 10 |
116-15 |
112-14 |
4-01 |
3.6% |
1-06 |
1.0% |
14% |
False |
True |
89,385 |
| 20 |
116-26 |
112-14 |
4-12 |
3.9% |
1-09 |
1.1% |
13% |
False |
True |
45,659 |
| 40 |
118-27 |
112-14 |
6-13 |
5.7% |
1-06 |
1.0% |
9% |
False |
True |
23,114 |
| 60 |
119-14 |
112-14 |
7-00 |
6.2% |
1-04 |
1.0% |
8% |
False |
True |
15,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-10 |
|
2.618 |
117-28 |
|
1.618 |
116-12 |
|
1.000 |
115-14 |
|
0.618 |
114-28 |
|
HIGH |
113-30 |
|
0.618 |
113-12 |
|
0.500 |
113-06 |
|
0.382 |
113-00 |
|
LOW |
112-14 |
|
0.618 |
111-16 |
|
1.000 |
110-30 |
|
1.618 |
110-00 |
|
2.618 |
108-16 |
|
4.250 |
106-02 |
|
|
| Fisher Pivots for day following 29-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-06 |
114-06 |
| PP |
113-04 |
113-25 |
| S1 |
113-02 |
113-12 |
|